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Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

Mathematical models of natural and man-made systems often have many adjustable parameters that must be estimated from multiple, potentially conflicting datasets. Rather than reporting a single best-fit parameter vector, it is often more…

Quantitative Methods · Quantitative Biology 2026-04-01 Jeffrey D. Varner

The Gaussian process is a powerful and flexible technique for interpolating spatiotemporal data, especially with its ability to capture complex trends and uncertainty from the input signal. This chapter describes Gaussian processes as an…

Machine Learning · Statistics 2021-10-11 Kien Nguyen , John Krumm , Cyrus Shahabi

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

In this paper we introduce GP+, an open-source library for kernel-based learning via Gaussian processes (GPs) which are powerful statistical models that are completely characterized by their parametric covariance and mean functions. GP+ is…

Machine Learning · Computer Science 2024-06-06 Amin Yousefpour , Zahra Zanjani Foumani , Mehdi Shishehbor , Carlos Mora , Ramin Bostanabad

Gaussian Processes (GPs) offer an attractive method for regression over small, structured and correlated datasets. However, their deployment is hindered by computational costs and limited guidelines on how to apply GPs beyond simple…

Machine Learning · Computer Science 2023-07-18 Kenza Tazi , Jihao Andreas Lin , Ross Viljoen , Alex Gardner , ST John , Hong Ge , Richard E. Turner

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…

Machine Learning · Statistics 2020-06-16 Wenqi Fang , Huiyun Li , Hui Huang , Shaobo Dang , Zhejun Huang , Zheng Wang

We introduce GAUCHE, a library for GAUssian processes in CHEmistry. Gaussian processes have long been a cornerstone of probabilistic machine learning, affording particular advantages for uncertainty quantification and Bayesian optimisation.…

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

Dynamic languages have become popular for scientific computing. They are generally considered highly productive, but lacking in performance. This paper presents Julia, a new dynamic language for technical computing, designed for performance…

Programming Languages · Computer Science 2012-09-25 Jeff Bezanson , Stefan Karpinski , Viral B. Shah , Alan Edelman

Score-driven models, also known as generalized autoregressive score models, represent a class of observation-driven time series models. They possess powerful properties, such as the ability to model different conditional distributions and…

Computation · Statistics 2020-08-27 Guilherme Bodin , Raphael Saavedra , Cristiano Fernandes , Alexandre Street

We present Groebner.jl, a Julia package for computing Groebner bases with the F4 algorithm. Groebner.jl is an efficient, portable, and open-source software. Groebner.jl works over integers modulo a prime and over the rationals, supports…

Mathematical Software · Computer Science 2024-02-13 Alexander Demin , Shashi Gowda

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

InvertibleNetworks.jl is a Julia package designed for the scalable implementation of normalizing flows, a method for density estimation and sampling in high-dimensional distributions. This package excels in memory efficiency by leveraging…

Machine Learning · Computer Science 2023-12-22 Rafael Orozco , Philipp Witte , Mathias Louboutin , Ali Siahkoohi , Gabrio Rizzuti , Bas Peters , Felix J. Herrmann

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt